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~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Risk"
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Estimation
Prognoseverfahren
Risiko
Risk
Risikomaß
238
Risk measure
238
Theorie
122
Theory
122
Portfolio selection
117
Portfolio-Management
117
Risikomanagement
72
Risk management
72
Statistical distribution
42
Statistische Verteilung
42
Measurement
38
Messung
38
Schätzung
36
ARCH model
31
ARCH-Modell
31
Volatility
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Volatilität
28
Capital income
25
Kapitaleinkommen
25
Forecasting model
24
Credit risk
23
Expected shortfall
23
Kreditrisiko
23
Financial crisis
22
Finanzkrise
22
Systemic risk
22
Systemrisiko
20
Basel Accord
19
Basler Akkord
19
Financial services
17
Finanzdienstleistung
17
Value-at-Risk
17
CAPM
16
Multivariate Verteilung
16
Multivariate distribution
16
Welt
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107
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2
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English
107
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Weiß, Gregor
5
Brandtner, Mario
4
Daníelsson, Jón
3
Gerlach, Richard
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Caporin, Massimiliano
2
Chen, Qian
2
Chen, Yi-Hsuan
2
Delage, Erick
2
Escanciano, Juan Carlos
2
Härdle, Wolfgang
2
Kürsten, Wolfgang
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Alexander, Carol
1
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Ben-Horin, Moshe
1
Berens, Tobias
1
Bergk, Kerstin
1
Bonaccolto, Giovanni
1
Bouchard, Bruno
1
Boucher, Christophe
1
Brownlees, Christian
1
Buccioli, Alice
1
Caccioli, Fabio
1
Chabot, Ben
1
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Journal of banking & finance
Quantitative finance
Insurance / Mathematics & economics
133
Risks : open access journal
66
Finance research letters
65
European journal of operational research : EJOR
61
International journal of forecasting
52
Journal of risk
49
Energy economics
37
International review of financial analysis
36
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of risk model validation
35
Economic modelling
34
Journal of forecasting
34
Discussion paper / Tinbergen Institute
33
Journal of empirical finance
32
Applied economics
28
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
25
Computational economics
24
Journal of econometrics
23
Finance and stochastics
21
Mathematics of operations research
21
International journal of theoretical and applied finance
20
Journal of financial econometrics
20
Operations research
20
Working papers
20
Journal of economic dynamics & control
19
Pacific-Basin finance journal
19
Scandinavian actuarial journal
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Mathematics and financial economics
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of mathematical finance
17
Research in international business and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics letters
15
Econometric Institute research papers
14
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ECONIS (ZBW)
107
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1
ESG risk exposure : a tale of two tails
Yang, Runfeng
;
Caporin, Massimiliano
;
Jiménez-Martin, …
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 827-849
Persistent link: https://www.econbiz.de/10015050799
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
4
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
5
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
6
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
7
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
8
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
9
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
10
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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